| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,709.88 |
2,737.57 |
27.69 |
1.0% |
2,650.62 |
| High |
2,731.73 |
2,750.50 |
18.77 |
0.7% |
2,750.50 |
| Low |
2,705.91 |
2,723.16 |
17.25 |
0.6% |
2,628.96 |
| Close |
2,725.23 |
2,741.34 |
16.11 |
0.6% |
2,741.34 |
| Range |
25.82 |
27.34 |
1.52 |
5.9% |
121.54 |
| ATR |
39.22 |
38.37 |
-0.85 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.35 |
2,808.19 |
2,756.38 |
|
| R3 |
2,793.01 |
2,780.85 |
2,748.86 |
|
| R2 |
2,765.67 |
2,765.67 |
2,746.35 |
|
| R1 |
2,753.51 |
2,753.51 |
2,743.85 |
2,759.59 |
| PP |
2,738.33 |
2,738.33 |
2,738.33 |
2,741.38 |
| S1 |
2,726.17 |
2,726.17 |
2,738.83 |
2,732.25 |
| S2 |
2,710.99 |
2,710.99 |
2,736.33 |
|
| S3 |
2,683.65 |
2,698.83 |
2,733.82 |
|
| S4 |
2,656.31 |
2,671.49 |
2,726.30 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.55 |
3,027.99 |
2,808.19 |
|
| R3 |
2,950.01 |
2,906.45 |
2,774.76 |
|
| R2 |
2,828.47 |
2,828.47 |
2,763.62 |
|
| R1 |
2,784.91 |
2,784.91 |
2,752.48 |
2,806.69 |
| PP |
2,706.93 |
2,706.93 |
2,706.93 |
2,717.83 |
| S1 |
2,663.37 |
2,663.37 |
2,730.20 |
2,685.15 |
| S2 |
2,585.39 |
2,585.39 |
2,719.06 |
|
| S3 |
2,463.85 |
2,541.83 |
2,707.92 |
|
| S4 |
2,342.31 |
2,420.29 |
2,674.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.50 |
2,628.96 |
121.54 |
4.4% |
26.23 |
1.0% |
92% |
True |
False |
|
| 10 |
2,750.50 |
2,628.96 |
121.54 |
4.4% |
36.43 |
1.3% |
92% |
True |
False |
|
| 20 |
2,795.35 |
2,628.96 |
166.39 |
6.1% |
35.03 |
1.3% |
68% |
False |
False |
|
| 40 |
2,795.35 |
2,575.13 |
220.22 |
8.0% |
28.67 |
1.0% |
75% |
False |
False |
|
| 60 |
2,795.35 |
2,487.15 |
308.20 |
11.2% |
27.22 |
1.0% |
82% |
False |
False |
|
| 80 |
2,795.35 |
2,307.56 |
487.79 |
17.8% |
26.34 |
1.0% |
89% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
21.4% |
27.18 |
1.0% |
91% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
28.67 |
1.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.70 |
|
2.618 |
2,822.08 |
|
1.618 |
2,794.74 |
|
1.000 |
2,777.84 |
|
0.618 |
2,767.40 |
|
HIGH |
2,750.50 |
|
0.618 |
2,740.06 |
|
0.500 |
2,736.83 |
|
0.382 |
2,733.60 |
|
LOW |
2,723.16 |
|
0.618 |
2,706.26 |
|
1.000 |
2,695.82 |
|
1.618 |
2,678.92 |
|
2.618 |
2,651.58 |
|
4.250 |
2,606.97 |
|
|